Non-linear Dynamics Commons^™

Cdt-1d Cnn Integration With Simpson-Sobolev Regularization For High-Frequency Options Trading: With Fem-Based Heston Option Pricing, Daniel M. Margolis, Johannes Tausch, Arthur K. Selender

Mathematics Theses and Dissertations

This dissertation presents a computational framework for high-frequency options trading that combines Cross-Data-Type 1-D Convolutional Neural Networks (CDT-1D CNN) with Simpson-Sobolev regularization for directional prediction, and finite element methods (FEM) for realistic option pricing during backtesting. The core innovation lies in developing a mathematically rigorous regularization approach that maintains the adaptability of modern deep learning while enabling accurate evaluation through stochastic volatility models. The primary contribution is the Simpson-Sobolev regularization scheme, which extends traditional Sobolev regularization by incorporating Simpson’s rule for numerical integration. This approach achieves higher-order accuracy in approximating the Sobolev norms that control function smoothness. Simpson’s rule attains …

Understanding The Spread Of Black Sigatoka Disease: A Deterministic And Stochastic Modeling Approach, Bernard Asamoah Afful, Luis F. Gordillo

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Evolutionary Dynamics Of Artificial Agents: Exploration And Learning In Games, Brian Mintz

Dartmouth College Ph.D Dissertations

The natural world abounds with examples of complex behavior in humans and many other species. Evolutionary game theory is a powerful mathematical framework to understand the origins of many such behaviors like cooperation. Since these behaviors are often selected against initially, understanding why they are so widespread has been a longstanding question. Rather than assuming agents' rationality, like in traditional game theory, this approach studies the mutation and selection of strategies themselves. However most behavior is neither perfectly rational nor entirely determined by genetics. This dissertation works to bridge the gap between these two perspectives by analyzing models where individuals …

Wave Reflections In A Biophysically Detailed Model Of Cardiac Tissue, Grace Moberg

Honors Theses

Regular heart rhythms are governed by the coordinated spread of action potentials through cardiac tissue. The interaction of an action potential with a tissue heterogeneity may lead to a reflection, where both a retrograde and an anterograde wave propagate off of the initial impulse. Reflections have been experimentally linked to cardiac arrhythmias, but their mechanisms of generation are not well-understood. Mathematically, reflections in phenomenological models of cardiac tissue have been linked to an unstable periodic orbit. These models typically sacrifice detail about the variety of ionic currents and processes involved in action potential propagation in favor of mathematical simplicity. Biophysically …

Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia

Journal of Nonprofit Innovation

Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.

Imagine Doris, who is …

Aspects Of Stochastic Geometric Mechanics In Molecular Biophysics, David Frost

All Dissertations

In confocal single-molecule FRET experiments, the joint distribution of FRET efficiency and donor lifetime distribution can reveal underlying molecular conformational dynamics via deviation from their theoretical Forster relationship. This shift is referred to as a dynamic shift. In this study, we investigate the influence of the free energy landscape in protein conformational dynamics on the dynamic shift by simulation of the associated continuum reaction coordinate Langevin dynamics, yielding a deeper understanding of the dynamic and structural information in the joint FRET efficiency and donor lifetime distribution. We develop novel Langevin models for the dye linker dynamics, including rotational dynamics, based …

Computational Modeling Using A Novel Continuum Approach Coupled With Pathway-Informed Neural Networks To Optimize Dynein-Mediated Centrosome Positioning In Polarized Cells, Arkaprovo Ghosal, Padmanabhan Seshaiyar Dr., Adriana Dawes Dr., General Genomics Inc.

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Rigid Body Constrained Motion Optimization And Control On Lie Groups And Their Tangent Bundles, Brennan S. Mccann

Doctoral Dissertations and Master's Theses

Rigid body motion requires formulations where rotational and translational motion are accounted for appropriately. Two Lie groups, the special orthogonal group SO(3) and the space of quaternions H, are commonly used to represent attitude. When considering rigid body pose, that is spacecraft position and attitude, the special Euclidean group SE(3) and the space of dual quaternions DH are frequently utilized. All these groups are Lie groups and Riemannian manifolds, and these identifications have profound implications for dynamics and controls. The trajectory optimization and optimal control problem on Riemannian manifolds presents significant opportunities for theoretical development. Riemannian optimization is an attractive …

Vertical Take-Off And Landing Control Via Dual-Quaternions And Sliding Mode, Joshua Sonderegger

Doctoral Dissertations and Master's Theses

The landing and reusability of space vehicles is one of the driving forces into renewed interest in space utilization. For missions to planetary surfaces, this soft landing has been most commonly accomplished with parachutes. However, in spite of their simplicity, they are susceptible to parachute drift. This parachute drift makes it very difficult to predict where the vehicle will land, especially in a dense and windy atmosphere such as Earth. Instead, recent focus has been put into developing a powered landing through gimbaled thrust. This gimbaled thrust output is dependent on robust path planning and controls algorithms. Being able to …

Role Of Inhibition And Spiking Variability In Ortho- And Retronasal Olfactory Processing, Michelle F. Craft

Theses and Dissertations

Odor perception is the impetus for important animal behaviors, most pertinently for feeding, but also for mating and communication. There are two predominate modes of odor processing: odors pass through the front of nose (ortho) while inhaling and sniffing, or through the rear (retro) during exhalation and while eating and drinking. Despite the importance of olfaction for an animal’s well-being and specifically that ortho and retro naturally occur, it is unknown whether the modality (ortho versus retro) is transmitted to cortical brain regions, which could significantly instruct how odors are processed. Prior imaging studies show different …

Personalized Immunotherapy Treatment Strategies For A System Of Chronic Myelogenous Leukemia, Paul Valle

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

A Teaching Module For Mathematical Epidemiology Using Matlab Or R, Glenn Ledder

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Teaching And Learning Of Fluid Mechanics, Ashwin Vaidya

Department of Mathematics Faculty Scholarship and Creative Works

Fluid mechanics occupies a privileged position in the sciences; it is taught in various science departments including physics, mathematics, environmental sciences and mechanical, chemical and civil engineering, with each highlighting a different aspect or interpretation of the foundation and applications of fluids. Doll’s fluid analogy [5] for this idea is especially relevant to this issue: “Emergence of creativity from complex flow of knowledge—example of Benard convection pattern as an analogy—dissipation or dispersal of knowledge (complex knowledge) results in emergent structures, i.e., creativity which in the context of education should be thought of as a unique way to arrange information so …

Analysis Of An Agent-Based Model For Integrated Pest Management With Periodic Control Strategies, Timothy Comar

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Simulating The Electrical Properties Of Random Carbon Nanotube Networks Using A Simple Model Based On Percolation Theory, Roberto Abril Valenzuela

Physics

Carbon nanotubes (CNTs) have been subject to extensive research towards their possible applications in the world of nanoelectronics. The interest in carbon nanotubes originates from their unique variety of properties useful in nanoelectronic devices. One key feature of carbon nanotubes is that the chiral angle at which they are rolled determines whether the tube is metallic or semiconducting. Of main interest to this project are devices containing a thin film of randomly arranged carbon nanotubes, known as carbon nanotube networks. The presence of semiconducting tubes in a CNT network can lead to a switching effect when the film is electro-statically …

Flow Anisotropy Due To Thread-Like Nanoparticle Agglomerations In Dilute Ferrofluids, Alexander Cali, Wah-Keat Lee, A. David Trubatch, Philip Yecko

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

Improved knowledge of the magnetic field dependent flow properties of nanoparticle-based magnetic fluids is critical to the design of biomedical applications, including drug delivery and cell sorting. To probe the rheology of ferrofluid on a sub-millimeter scale, we examine the paths of 550 μm diameter glass spheres falling due to gravity in dilute ferrofluid, imposing a uniform magnetic field at an angle with respect to the vertical. Visualization of the spheres’ trajectories is achieved using high resolution X-ray phase-contrast imaging, allowing measurement of a terminal velocity while simultaneously revealing the formation of an array of long thread-like accumulations of magnetic …

Making Waves: A Computational Swimming Lamprey With Sensory Feedback, Christina Hamlet, Eric D. Tytell, Lisa J. Fauci, Kathleen A. Hoffman

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

General Models For Ecological Drivers Of Poverty, Calistus Ngeh Ngonghala

Biology and Medicine Through Mathematics Conference

No abstract provided.

A Study Of The Effect Of Harvesting On A Discrete System With Two Competing Species, Rebecca G. Clark

Theses and Dissertations

This is a study of the effect of harvesting on a system with two competing species. The system is a Ricker-type model that extends the work done by Luis, Elaydi, and Oliveira to include the effect of harvesting on the system. We look at the uniform bound of the system as well as the isoclines and perform a stability analysis of the equilibrium points. We also look at the effects of harvesting on the stability of the system by looking at the bifurcation of the system with respect to harvesting.

Simulating And Animating The Spatial Dynamics Of Interacting Species Living On A Torus, Boyan Kostadinov

Publications and Research

The goal of this talk is to present a student research project in computational population biology, which aims at creating a computer simulation and animation of the spatial dynamics of interactions between two kinds of species living on a torus-shaped universe. The habitat for spatial interactions is modeled by a 2D lattice with periodic boundary conditions, which wrap the rectangular grid into a torus. The spatial interactions between the species have two components: 1. Population dynamics modeled by the classical Nicholson-Bailey two-parameter family of models for coupled interactions between species, extended to incorporate space and 2. Two-parameter migration dynamics, modeled …

Firing Rate Dynamics In Recurrent Spiking Neural Networks With Intrinsic And Network Heterogeneity, Cheng Ly

Statistical Sciences and Operations Research Publications

Heterogeneity of neural attributes has recently gained a lot of attention and is increasing recognized as a crucial feature in neural processing. Despite its importance, this physiological feature has traditionally been neglected in theoretical studies of cortical neural networks. Thus, there is still a lot unknown about the consequences of cellular and circuit heterogeneity in spiking neural networks. In particular, combining network or synaptic heterogeneity and intrinsic heterogeneity has yet to be considered systematically despite the fact that both are known to exist and likely have significant roles in neural network dynamics. In a canonical recurrent spiking neural network model, …

Collected Papers, Vol. V, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

No abstract provided.

Modeling And Mathematical Analysis Of Plant Models In Ecology, Eric A. Eager

Department of Mathematics: Dissertations, Theses, and Student Research

Population dynamics tries to explain in a simple mechanistic way the variations of the size and structure of biological populations. In this dissertation we use mathematical modeling and analysis to study the various aspects of the dynamics of plant populations and their seed banks.

In Chapter 2 we investigate the impact of structural model uncertainty by considering different nonlinear recruitment functions in an integral projection model for Cirsium canescens. We show that, while having identical equilibrium populations, these two models can elicit drastically different transient dynamics. We then derive a formula for the sensitivity of the equilibrium population to …

Finding The Beat In Music: Using Adaptive Oscillators, Kate M. Burgers

HMC Senior Theses

The task of finding the beat in music is simple for most people, but surprisingly difficult to replicate in a robot. Progress in this problem has been made using various preprocessing techniques (Hitz 2008; Tomic and Janata 2008). However, a real-time method is not yet available. Methods using a class of oscillators called relay relaxation oscillators are promising. In particular, systems of forced Hopf oscillators (Large 2000; Righetti et al. 2006) have been used with relative success. This work describes current methods of beat tracking and develops a new method that incorporates the best ideas from each existing method and …

Swarm Control Through Symmetry And Distribution Characterization, Georgi Dinolov

HMC Senior Theses

Two methods for control of swarms are described. The first of these methods, the Virtual Attractive-Repulsive (VARP) method, is based on potentials defined between swarm elements. The second control method, or the abstraction method, is based on controlling the macroscopic characteristics of a swarm. The derivation of a new control law based on the second method is described. Numerical simulation and analytical interpretation of the result is also presented.

Neural Spike Renormalization. Part Ii — Multiversal Chaos, Bo Deng

Department of Mathematics: Faculty Publications

Reported here for the first time is a chaotic infinite-dimensional system which contains infinitely many copies of every deterministic and stochastic dynamical system of all finite dimensions. The system is the renormalizing operator of spike maps that was used in a previous paper to show that the first natural number 1 is a universal constant in the generation of metastable and plastic spike-bursts of a class of circuit models of neurons.

Neural Spike Renormalization. Part I — Universal Number 1, Bo Deng

Department of Mathematics: Faculty Publications

For a class of circuit models for neurons, it has been shown that the transmembrane electrical potentials in spike bursts have an inverse correlation with the intra-cellular energy conversion: the fewer spikes per burst the more energetic each spike is. Here we demonstrate that as the per-spike energy goes down to zero, a universal constant to the bifurcation of spike-bursts emerges in a similar way as Feigenbaum’s constant does to the period-doubling bifurcation to chaos generation, and the new universal constant is the first natural number 1.

Metastability And Plasticity In A Conceptual Model Of Neurons, Bo Deng

Department of Mathematics: Faculty Publications

For a new class of neuron models we demonstrate here that typical membrane action potentials and spike-bursts are only transient states but appear to be asymptotically stable; and yet such metastable states are plastic — being able to dynamically change from one action potential to another with different pulse frequencies and from one spike-burst to another with different spike-per-burst numbers. The pulse and spike-burst frequencies change with individual ions’ pump currents while their corresponding metastable-plastic states maintain the same transmembrane voltage and current profiles in range. It is also demonstrated that the plasticity requires two one-way ion pumps operating in …

From Energy Gradient And Natural Selection To Biodiversity And Stability Of Ecosystems, Bo Deng

Department of Mathematics: Faculty Publications

The purpose of this paper is to incorporate well-established ecological principles into a foodweb model consisting of four trophic levels --- abiotic resources, plants, herbivores, and carnivores. The underlining principles include Kimura's neutral theory of genetic evolution, Liebig's Law of the Minimum for plant growth, Holling's functionals for herbivore foraging and carnivore predation, the One-Life Rule for all organisms, and Lotka-Volterra's model for intraand interspecific competitions. Numerical simulations of the model led to the following statistical findings: (a) particular foodwebs can give contradicting observations on biodiversity and productivity, in particular, all known functional forms -- - positive, negative, sigmoidal, and …

Conceptual Circuit Models Of Neurons, Bo Deng

Department of Mathematics: Faculty Publications

A systematic circuit approach tomodel neurons with ion pump is presented here by which the voltage-gated current channels are modeled as conductors, the diffusion-induced current channels are modeled as negative resistors, and the one-way ion pumps are modeled as one-way inductors. The newly synthesized models are different from the type of models based on Hodgkin-Huxley (HH) approach which aggregates the electro, the diffusive, and the pump channels of each ion into one conductance channel. We show that our new models not only recover many known properties of the HH type models but also exhibit some new that cannot be extracted …